Regression modelMulticollinearity diagnostics
条件指数 — Belsley 共线性诊断
条件指数（Condition Index），由 Belsley、Kuh 和 Welsch (1980) 提出，是一种从缩放后的回归量矩阵的奇异值分解中导出的标量度量。它量化了普通最小二乘回归中预测变量之间近线性依赖的程度，使分析人员能够检测到膨胀系数方差并破坏参数估计稳定性的共线性。该方法广泛应用于经济学、社会科学和生物医学研究中，只要应用 OLS 回归的领域。
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来源
- Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. John Wiley & Sons. ISBN: 978-0-471-05856-4
如何引用本页
ScholarGate. (2026, June 2). Condition Index (Belsley Collinearity Diagnostics). ScholarGate. https://scholargate.app/zh/econometrics/condition-index
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